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~isPartOf:"Working papers on finance"
~person:"Audrino, Francesco"
~person:"Kilian, Lutz"
~subject:"Prognoseverfahren"
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Working papers on finance
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Discussion paper / Centre for Economic Policy Research
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Journal of applied econometrics
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CFS working paper series
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Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
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Forecasting implied volatility surfaces
Audrino, Francesco
;
Colangelo, Dominik
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2008
Persistent link: https://www.econbiz.de/10003903349
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Accurate short-term yield curve forecasting using functional gradient descent
Audrino, Francesco
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Trojani, Fabio
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2007
Persistent link: https://www.econbiz.de/10003674257
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